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The top documents tagged [optimal trading strategies]
Documents
Risk-Averse Adaptive Execution of Portfolio Transactions Julian Lorenz Institute of Theoretical Computer Science, ETH Zurich
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This is
218 views
Documents
1 Trading mechanisms, Roll model Fabrizio Lillo Lecture 2
215 views
Documents
Paper on forecasting using ARCH
56 views
Documents
Risk-Averse Adaptive Execution of Portfolio Transactions
43 views
Documents
Trading mechanisms, Roll model
28 views